Euro Bund Future June 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
125.20 |
124.49 |
-0.71 |
-0.6% |
123.76 |
| High |
125.63 |
124.52 |
-1.11 |
-0.9% |
125.43 |
| Low |
125.00 |
123.57 |
-1.43 |
-1.1% |
122.97 |
| Close |
125.10 |
123.79 |
-1.31 |
-1.0% |
125.37 |
| Range |
0.63 |
0.95 |
0.32 |
50.8% |
2.46 |
| ATR |
0.94 |
0.98 |
0.04 |
4.5% |
0.00 |
| Volume |
561,765 |
767,902 |
206,137 |
36.7% |
2,494,633 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.81 |
126.25 |
124.31 |
|
| R3 |
125.86 |
125.30 |
124.05 |
|
| R2 |
124.91 |
124.91 |
123.96 |
|
| R1 |
124.35 |
124.35 |
123.88 |
124.16 |
| PP |
123.96 |
123.96 |
123.96 |
123.86 |
| S1 |
123.40 |
123.40 |
123.70 |
123.21 |
| S2 |
123.01 |
123.01 |
123.62 |
|
| S3 |
122.06 |
122.45 |
123.53 |
|
| S4 |
121.11 |
121.50 |
123.27 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.97 |
131.13 |
126.72 |
|
| R3 |
129.51 |
128.67 |
126.05 |
|
| R2 |
127.05 |
127.05 |
125.82 |
|
| R1 |
126.21 |
126.21 |
125.60 |
126.63 |
| PP |
124.59 |
124.59 |
124.59 |
124.80 |
| S1 |
123.75 |
123.75 |
125.14 |
124.17 |
| S2 |
122.13 |
122.13 |
124.92 |
|
| S3 |
119.67 |
121.29 |
124.69 |
|
| S4 |
117.21 |
118.83 |
124.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125.63 |
122.97 |
2.66 |
2.1% |
1.03 |
0.8% |
31% |
False |
False |
764,860 |
| 10 |
125.63 |
122.97 |
2.66 |
2.1% |
0.91 |
0.7% |
31% |
False |
False |
395,634 |
| 20 |
125.63 |
120.53 |
5.10 |
4.1% |
0.87 |
0.7% |
64% |
False |
False |
201,463 |
| 40 |
125.63 |
120.37 |
5.26 |
4.2% |
0.81 |
0.7% |
65% |
False |
False |
101,098 |
| 60 |
125.63 |
120.37 |
5.26 |
4.2% |
0.73 |
0.6% |
65% |
False |
False |
67,504 |
| 80 |
125.63 |
118.94 |
6.69 |
5.4% |
0.58 |
0.5% |
72% |
False |
False |
50,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.56 |
|
2.618 |
127.01 |
|
1.618 |
126.06 |
|
1.000 |
125.47 |
|
0.618 |
125.11 |
|
HIGH |
124.52 |
|
0.618 |
124.16 |
|
0.500 |
124.05 |
|
0.382 |
123.93 |
|
LOW |
123.57 |
|
0.618 |
122.98 |
|
1.000 |
122.62 |
|
1.618 |
122.03 |
|
2.618 |
121.08 |
|
4.250 |
119.53 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124.05 |
124.60 |
| PP |
123.96 |
124.33 |
| S1 |
123.88 |
124.06 |
|